Hi wolfman,
You might try downloading the "Sample OmniGraffle Documents" pack on the OmniGraffle Extras page (
http://www.omnigroup.com/application...raffle/extras/). Then you can select the various objects in each one and see how the inspectors are set up to give them their styles. If there's something that you still can't quite get, just let us know and we'll try to offer some tips.